+54.4%
VMC vs SWK
-38.7%
+93.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -4.3% | -0.4% | -3.9% | -4.2% |
| 30D | -8.2% | -5.7% | -2.5% | -6.5% |
| 3M | -7.0% | +24.1% | -31.1% | -13.3% |
| 6M | -10.8% | +24.7% | -35.5% | -17.2% |
| YTD | -7.4% | +33.9% | -41.3% | -16.0% |
| 1Y | -9.5% | +34.7% | -44.2% | -18.4% |
| 3Y | +20.5% | +15.3% | +5.2% | +9.9% |
| All | +54.4% | -38.7% | +93.1% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling